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bcv (version 1.0.1)
Cross-Validation for the SVD (Bi-Cross-Validation)
Description
Methods for choosing the rank of an SVD approximation via cross
validation. The package provides both Gabriel-style "block"
holdouts and Wold-style "speckled" holdouts. It also includes an
implementation of the SVDImpute algorithm. For more information about
Bi-cross-validation, see Owen & Perry's 2009 AoAS article
(at http://arxiv.org/abs/0908.2062) and Perry's 2009 PhD thesis
(at http://arxiv.org/abs/0909.3052).